Windows 7: win 7 x64 domain. Permissions problem

First of all, sorry for my english. I have window7 professional x64 in domain.
I add domain users to administrators group, UAC off, firewall off. And i can see strange situation. If i loged on and install progrom, clicking right button of the mouse and "Run as administrator", then during installation i can see the message 'can't add acception to firewall'. And program install incorrectly: program and shortcuts in start menu don't work. But if i connected through RDP with the same user, and do all the same way, program installs correctly.
And i have one more problem. If i edit file hosts, save it. and then looking it through net as sharing folder. I can't see changes. If Windows 7 creating copy of the file or its the same problem with permissions.
Help me please.
Thanks a lot!